+67.3%
F vs LHX
+215.8%
-148.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | +4.8% | -7.9% | -4.8% |
| 30D | 0.0% | +14.7% | -14.6% | -5.3% |
| 3M | -13.2% | -5.1% | -8.1% | -11.8% |
| 6M | -10.2% | -9.9% | -0.3% | -7.4% |
| YTD | -4.9% | -6.1% | +1.1% | -4.5% |
| 1Y | -6.1% | -4.0% | -2.1% | -6.5% |
| 3Y | +46.0% | +56.9% | -11.0% | +16.4% |
| 5Y | -15.7% | +36.6% | -52.3% | -30.7% |
| All | +67.3% | +215.8% | -148.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling